+198.3%
ROK vs FSLY
+5.6%
+192.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.6% | +7.5% | -9.1% | -2.3% |
| 30D | -5.4% | -21.1% | +15.6% | -3.7% |
| 3M | -4.0% | +21.8% | -25.7% | -6.4% |
| 6M | +13.3% | -0.1% | +13.5% | +10.1% |
| YTD | +9.3% | +123.1% | -113.7% | -3.6% |
| 1Y | +25.8% | +208.6% | -182.7% | +6.1% |
| 3Y | +49.1% | -1.3% | +50.4% | +34.0% |
| 5Y | +45.9% | -48.4% | +94.2% | +27.2% |
| All | +198.3% | +5.6% | +192.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling